OrderBookIncrementManager
StockSharp.Algo
订购图书递增消息处理执行. 构建由递增更新递增的批复而来的全部订单.
实现: IOrderBookIncrementManager, ICloneable<IOrderBookIncrementManager>, ICloneable
构造函数
OrderBookIncrementManager
public OrderBookIncrementManager(ILogReceiver logReceiver, IOrderBookIncrementManagerState state)orderBookIncrementManager = OrderBookIncrementManager(logReceiver, state)订购图书递增消息处理执行. 构建由递增更新递增的批复而来的全部订单.
- logReceiver
- 记录接收器。
- state
- 州库.
方法
Clone
public IOrderBookIncrementManager Clone()result = orderBookIncrementManager.Clone()Creates a deep copy of a DataSeries
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = orderBookIncrementManager.ProcessInMessage(message)处理一个消息进入内置适配器。
- message
- 来电消息.
返回值: 处理结果为消息可转发并输出消息.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = orderBookIncrementManager.ProcessOutMessage(message)处理来自内置适配器的邮件 。
- message
- 传出消息.
返回值: 处理结果为转发消息和额外的输出消息.